Online with firewall enabled or disabled. When using word to copy and paste to or take notes. Message Word must shut down, send error message. Never when offline and firewall set at block traffic.
Don't worry, you're not charged by the letter. ;-) The more details you can provide the better, starting with the version of Word you are using and the patches you have installed, and more details on the issue.
I think I understand you are encountering an error when you are online and depending on the state of your firewall but that's about it and it isn't enough information for speculation or an educated guess.
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